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Re: st: Unobserved heterogeneity in logistic regression
At 10:43 AM 1/30/2006, daniel waxman wrote:
Allison has a paper on this which includes a proposed solution:
Maartin Buis directed me to a short paper of his: "Unobserved heterogeneity
in logistic regression":
The concept makes sense--the question is what to do about it.
Allison, P.D. 1999a. Comparing logit and probit coefficients across
groups. SMR/Sociological Methods & Research 28(2): 186-208.
Glenn Hoetker has a working paper that discusses Allison's method:
CONFOUNDED COEFFICIENTS: EXTENDING RECENT ADVANCES IN THE ACCURATE
COMPARISON OF LOGIT AND PROBIT COEFFICIENTS ACROSS GROUPS
It is at
Hoetker also has a Stata program that implements Allison's method.
From within Stata type
net from http://www.business.uiuc.edu/ghoetker
Having said all that - I think both Allison and Hoetker do a great
job of illustrating the problem - but I think Allison's solution has
problems of its own. I think it can be easily fooled and offer
misleading and incorrect results under certain
conditions. Unfortunately, I haven't been able to come up with
anything better yet! I too would be interested in hearing if there
are other solutions out there.
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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